Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246115.1462 | 5219.282 | 240895.8642 | 185502.1358 | -37185.0057 | 222687.1415 |
Total P&L (%) | 246.1151 | 5.2193 | 240.8959 | 185.5021 | -37.185 | 222.6871 |
Avg Daily Profit (%) | 0.1616 | 0.0034 | 0.1582 | 0.0689 | -0.0305 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53390 | -67686 | -55430 | -182334 | -241789 | -204739 |
Profit Factor | 1.3505 | 1.0134 | 1.767 | 1.1074 | 0.9598 | 1.2771 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 67 | 24 | 43 | 67 | 24 | 43 |
Losing Trades | 115 | 67 | 48 | 115 | 67 | 48 |
Profitability (%) | 36.8132 | 26.3736 | 47.2527 | 36.8132 | 26.3736 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.318 | 2.8292 | 1.9725 | 1.9007 | 2.6794 | 1.4256 |
Largest Winning Trade | 76842 | 76842 | 40849 | 169875 | 169875 | 87461 |
Largest Losing Trade | -26948 | -14674 | -26948 | -52299 | -50892 | -52299 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 30 | 34 | 28 | 30 | 34 | 28 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 2977 | 1361 | 1617 | 2977 | 1361 | 1617 |
Profit Streak | 33.1665 | 35.6665 | 0 | 33.1665 | 35.6665 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195850 | -581888 | 342449 | -205616 | -601251 | -91362 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3046, "evaluation_days": 1523, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628553600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204785846, "expiration_time": 1763138016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 3, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 246115.1462304743, 5219.2820205454, 240895.8642099289, 185502.1357502522, -37185.005740791, 222687.1414910431 ], [ 246.115146, 5.219282, 240.895864, 185.502136, -37.185006, 222.687141 ], [ 0.161599, 0.003427, 0.158172, 0.068906, -0.030526, 0.076951 ], [ 10, 10, 10, 10, 10, 10 ], [ -53390, -67686, -55430, -182334, -241789, -204739 ], [ 1.350512, 1.013449, 1.767015, 1.107352, 0.959776, 1.277137 ], [ 182, 91, 91, 182, 91, 91 ], [ 67, 24, 43, 67, 24, 43 ], [ 115, 67, 48, 115, 67, 48 ], [ 36.813187, 26.373626, 47.252747, 36.813187, 26.373626, 47.252747 ], [ 2.318042, 2.829211, 1.972482, 1.900678, 2.679376, 1.425641 ], [ 76842, 76842, 40849, 169875, 169875, 87461 ], [ -26948, -14674, -26948, -52299, -50892, -52299 ], [ 16, 14, 17, 16, 14, 17 ], [ 30, 34, 28, 30, 34, 28 ], [ 7, 8, 7, 7, 8, 7 ], [ 2977, 1361, 1617, 2977, 1361, 1617 ], [ 33.166503, 35.666503, 0, 33.166503, 35.666503, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 195850, -581888, 342449, -205616, -601251, -91362 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3046, "evaluation_days": 1523, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628553600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204785846, "expiration_time": 1763138016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 3, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|